CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3659 |
1.3618 |
-0.0041 |
-0.3% |
1.3843 |
| High |
1.3692 |
1.3753 |
0.0061 |
0.4% |
1.3917 |
| Low |
1.3610 |
1.3614 |
0.0004 |
0.0% |
1.3719 |
| Close |
1.3616 |
1.3734 |
0.0118 |
0.9% |
1.3739 |
| Range |
0.0082 |
0.0139 |
0.0057 |
69.5% |
0.0198 |
| ATR |
0.0081 |
0.0085 |
0.0004 |
5.2% |
0.0000 |
| Volume |
100,658 |
129,957 |
29,299 |
29.1% |
397,843 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4117 |
1.4065 |
1.3810 |
|
| R3 |
1.3978 |
1.3926 |
1.3772 |
|
| R2 |
1.3839 |
1.3839 |
1.3759 |
|
| R1 |
1.3787 |
1.3787 |
1.3747 |
1.3813 |
| PP |
1.3700 |
1.3700 |
1.3700 |
1.3714 |
| S1 |
1.3648 |
1.3648 |
1.3721 |
1.3674 |
| S2 |
1.3561 |
1.3561 |
1.3709 |
|
| S3 |
1.3422 |
1.3509 |
1.3696 |
|
| S4 |
1.3283 |
1.3370 |
1.3658 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4386 |
1.4260 |
1.3848 |
|
| R3 |
1.4188 |
1.4062 |
1.3793 |
|
| R2 |
1.3990 |
1.3990 |
1.3775 |
|
| R1 |
1.3864 |
1.3864 |
1.3757 |
1.3828 |
| PP |
1.3792 |
1.3792 |
1.3792 |
1.3774 |
| S1 |
1.3666 |
1.3666 |
1.3721 |
1.3630 |
| S2 |
1.3594 |
1.3594 |
1.3703 |
|
| S3 |
1.3396 |
1.3468 |
1.3685 |
|
| S4 |
1.3198 |
1.3270 |
1.3630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3814 |
1.3610 |
0.0204 |
1.5% |
0.0092 |
0.7% |
61% |
False |
False |
102,896 |
| 10 |
1.3917 |
1.3610 |
0.0307 |
2.2% |
0.0088 |
0.6% |
40% |
False |
False |
92,910 |
| 20 |
1.3917 |
1.3610 |
0.0307 |
2.2% |
0.0082 |
0.6% |
40% |
False |
False |
58,748 |
| 40 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0077 |
0.6% |
34% |
False |
False |
29,454 |
| 60 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0083 |
0.6% |
39% |
False |
False |
19,657 |
| 80 |
1.4203 |
1.3576 |
0.0627 |
4.6% |
0.0085 |
0.6% |
25% |
False |
False |
14,754 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
23% |
False |
False |
11,809 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
23% |
False |
False |
9,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4344 |
|
2.618 |
1.4117 |
|
1.618 |
1.3978 |
|
1.000 |
1.3892 |
|
0.618 |
1.3839 |
|
HIGH |
1.3753 |
|
0.618 |
1.3700 |
|
0.500 |
1.3684 |
|
0.382 |
1.3667 |
|
LOW |
1.3614 |
|
0.618 |
1.3528 |
|
1.000 |
1.3475 |
|
1.618 |
1.3389 |
|
2.618 |
1.3250 |
|
4.250 |
1.3023 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3717 |
1.3717 |
| PP |
1.3700 |
1.3699 |
| S1 |
1.3684 |
1.3682 |
|